Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems

DOI10.1109/TAC.2002.800745zbMath1364.93795MaRDI QIDQ5267118

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Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

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